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Univ.- Prof. Dr. Antje Mahayni

Lehrstuhlinhaberin

Univ.- Prof. Dr. Antje Mahayni

Raum:
LB 347
E-Mail:
Sprechstunde:
Nach Vereinbarung. Eine vorherige Anmeldung per Email (ls.insurance@uni-due.de) ist erforderlich.
Adresse:
Lehrstuhl für Versicherungsbetriebslehre und Risikomanagement
Mercator School of Management
Universität Duisburg-Essen
Lotharstr. 65
47057 Duisburg

Lebenslauf:

Wissenschaftlicher Werdegang

02/1996

Diplom-Volkswirtin, Rheinische Friedrich-Wilhelms-Universität Bonn

11/2001

Promotion zum Dr. rer. pol.,

Rheinische Friedrich-Wilhelms-Universität Bonn

Thema: "Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen"

12/2006

Habilitation

Rheinische Friedrich-Wilhelms-Universität Bonn

Thema: "The Risk Management of Embedded Options and Return Guarantees"

Venia legendi in BWL

10/2006-06/2007

Professurvertretung für Versicherungsbetriebslehre
und Risikomanagement
Mercator School of Management, Universität Duisburg-Essen

seit 07/2007

Inhaberin des Lehrstuhls
Versicherungsbetriebslehre und Risikomanagement
Mercator School of Management, Universität Duisburg-Essen

Publikationen:

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  • Mahayni, Antje; Offermann, Sascha; Stein, Katharina: Participating Life Insurance Contracts with Periodic Premium Payments (Working Paper 2018). BIB Download Details
  • Branger, N.; Chen, A.; Gatzert, N.; Mahayni, A.: Optimal Investment under Linear Sharing Rules (Working Paper; 2018). BIB Download Details
  • Branger, N.; Mahayni, A.; Sende, C.: Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence (Working Paper; 2018). BIB Download Details
  • Balter, A.; Mahayni, A.; Schweizer, N.: Time-consistency of Optimal Investment under Smooth Ambiguity (Working Paper; 2018). BIB Download Details
  • Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participations when Stock Prices are Subject to Jump Risk. In: Review of Derivatives Research , Jg. 20 (2017) Nr. 3, S. 281-308. BIB Download Details
  • Mahayni, Antje; Lubos, Oliver; Offermann, Sascha: Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees (Working Paper; 2018). BIB Download Details
  • Branger, N.; Mahayni, A.; Schweizer, N.; Sende, C.: Optimal Saving and Insurance under Generalized Mean-Variance Preferences (Working Paper; 2017). BIB Download Details
  • Mahayni, Antje; Lubos, Oliver; Stein, Katharina: Natural hedging with fix and floating strike guarantees (Working Paper; 2017). BIB Download Details
  • Antje Mahayni, Judith C. Schneider: Minimum Return Guarantees, Investment Caps, and Investment Flexibility. In: Review of Derivatives Research, Jg. 19 (2016), S. 85-111. BIB Download Details
  • Branger, Nicole; Mahayni, Antje; Zieling, Daniel: Robustness of stable volatility strategies. In: Journal of Economic Dynamics & Control, Jg. 60 (2015), S. 134-151. BIB Download Details
  • Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation when Stock Prices are Subject to Jump Risk, 2015. BIB Download Details
  • Zieling, Daniel; Mahayni, Antje; Balder, Sven: Performance evaluation of optimized portfolio insurance strategies. In: Journal of Banking and Finance, Jg. 43 (2014), S. 212-225. BIB Download Details
  • Balder, Sven; Gramatke, Wolf C.; Mahayni, Antje: Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung - Über den separaten Ausweis von Margen- und Kursschäden. In: Zeitschrift für betriebswirtschaftliche Forschung, Jg. 66 (2014), S. 3-36. BIB Download Details
  • Rüdiger Kiesel, Antje Mahayni: Optimality and robustness of "rule-based" trigger strategies, 2014. BIB Download Details
  • Mahayni, A.; Schweizer, N.: Optimal investment in a multi asset diffusion model with drift uncertainty, 2014. BIB Download Details
  • Antje Mahayni, Daniel Steuten: Deferred Annuities - On the Combined Effect of Stochastic Mortality and Interest Rates. In: Review of Managerial Science, Jg. 7 (2013) Nr. 1, S. 1-28. BIB Download Details
  • Balder, Sven; Mahayni, Antje; Schoenmakers, John G. M.: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance, Jg. 13 (2013) Nr. 7, S. 1003-1013. BIB Download Details
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?. In: Journal of Banking and Finance, Jg. 36 (2012), S. 2417-2428. BIB Download Details
  • Balder, Sven; Feldman, Ruben; Mahayni, Antje: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, 2012. BIB Download Details
  • Nicole Branger, Antje Mahayni: Tractable Hedging with Additional Instruments. In: Review of Derivatives Research , Jg. 14 (2011) Nr. 1, S. 85-114. BIB Download Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: Pricing and Upper Price Bounds of Relax Certificates. In: Review of Managerial Science, Jg. 5 (2011), S. 309-336. BIB Download Details
  • Antje Mahayni, John G. M. Schoenmakers: Minimum Return Guarantees with Fund Switching Rights - An Optimal Stopping Problem. In: Journal of Economic Dynamics and Control, Jg. 11 (2011), S. 1880-1897. BIB Download Details
  • Antje Mahayni, Stefan Kaltepoth: Best Garant Certificates - Is best entry really better?, 2011. BIB Download Details
  • Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 362. Duisburg-Essen, Universität (Hrsg.), 2010. BIB Download Details
  • Sven Balder, Antje Mahayni: How good are portfolio insurance strategies. In: Kiesel, R.; Zagst, R. (Hrsg.): Alternative Investments and Strategies. World Scientific, 2010, S. 229-256. BIB Download Details
  • Branger, Nicole; Mahayni, Antje; Schneider, Judith C.: On the Optimal Design of Insurance Contracts with Guarantees. In: Insurance:Mathematics and Economics , Jg. 4 (2010), S. 485-492. BIB Download Details
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?, 361. Duisburg-Essen, Universität (Hrsg.), 2010. BIB Download Details
  • Balder, Sven; Brandl, Michael; Mahayni, Antje: Effectiveness of CPPI Strategies under Discrete-Time Trading. In: Journal of Economic Dynamics and Control , Jg. 33 (2009), S. 204-220. BIB Download Details
  • Antje Mahayni, Klaus Sandmann: Return Guarantees with Delayed Payment. In: German Economic Review , Jg. 9 (2008), S. 207-231. BIB Download Details
  • An Chen, Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk. In: Asia - Pacific Journal of Risk and Insurance , Jg. 2 (2008), S. 47-74. BIB Download Details
  • Antje Mahayni, Erik Schlögl: The Risk Management of Minimum Return Guarantees. In: Business Research , Jg. 1 (2008), S. 55-76. BIB Download Details
  • Branger, N.; Kraft, H.; Mahayni, A.; Schlag, C.: Reconciling Smiles for Index and Stock Options, 2008. BIB Download Details
  • Chen, An; Antje Mahayni: Variance Minimal Hedging under Model Risk-A Discrete-Time Approach, 2008. BIB Download Details
  • Antje Mahayni, Daniel Steuten: Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk, 2007. BIB Download Details
  • Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options. In: Wilmott Magazine, Jg. 9 (2006). BIB Download Details
  • Nicole Branger, Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies. In: Journal of Economic Dynamics & Control (2006) Nr. 30, S. 1937-1962. BIB Download Details
  • Mahayni, Antje; Suchanecki, Michael: Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten. In: Zeitschrift für Betriebswirtschaftslehre, Jg. 4 (2006), S. 347-372. BIB Download Details
  • Mahayni, Antje: The Risk Management of Embedded Options and Return Guarantees. Rheinische Friedrich-Wilhelms-Universität, Bonn 2006. BIB Download Details
  • Sven Balder, Antje Mahayni: Superhedging with Short-Term Options und Model Risk, 2006. BIB Download Details
  • Antje Mahayni, Klaus Sandmann: Asset Liability Management fondsgebundener Versicherungsverträge, 2005. BIB Download Details
  • Mahayni, Antje: Effectiveness of Hedging Strategies under Model Misspecifications and Trading Restrictions. In: International Journal of Theoretical and Applied Finance, Jg. 6 (2003), S. 521-552. BIB Download Details
  • Mahayni, Antje: How to Avoid a Hedging Bias. In: Willmott Magazine (2003). BIB Download Details
  • Antje Mahayni, Lutz Schlögl: An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds, Bonn Econ Discussion Paper , Bonn 2002. BIB Download Details
  • Mahayni, Antje: Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen (1). Rheinische Friedrich-Wilhelms-Universität, Bonn 2001. BIB Download Details
  • Mahayni, Antje; Schlögl, Erik; Schlögl, Lutz: Robustness of Gaussian Hedges und the Hedging of Fixed Income Derivatives, 1999. BIB Download Details

Vorträge:

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  • Antje Mahayni, Sascha Offermann, Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting , 26.03.2020, Berlin. Details
  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein : Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 59th Annual Meeting of the Southern Finance Association (SFA), 23.11.2019, Orlando. Details
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 26th Annual Meeting of the German Finance Association, 27.09.2019, Essen. Details
  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 2nd Vienna Congress on Mathematical Finance (VCMF), 10.09.2019, Wien. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, 2nd Vienna Concress on Mathematical Finance (VCMF), 09.09.2019, Wien. Details
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, American Risk and Insurance Association Annual Meeting 2019, 07.08.2019, San Francisco. Details
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, American Risk and Insurance Association Annual Meeting 2019, 05.08.2019, San Francisco. Details
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 23rd International Congress on Insurance: Mathematics and Economics, 12.07.2019, München. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein : Natural hedging with fix and floating strike guarantees, 23rd International Congress on Insurance: Mathematics and Economics, 11.07.2019, München. Details
  • Antje Mahayni, Sascha Offermann (Vortragender), Katharina Stein: Participating Life Insurance Contracts with Periodic Premium Payments under Regime Switching, 23rd International Congress on Insurance: Mathematics and Economics, 10.07.2019, München. Details
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 30.03.2019, Berlin. Details
  • Antje Mahayni, Oliver Lubos, Katharina Stein (Vortragende): Natural hedging with fix and floating strike guarantees, Deutscher Verein für Versicherungswissenschaft e.V. (DVfVW) Annual Meeting, 28.03.2019, Berlin. Details
  • Antje Mahayni, Sascha Offermann, Katharina Stein (Vortragende): Participating Life Insurance Contracts with Periodic Premium Payments , 2nd Frankfurt Insurance Research Workshop, 30.11.2018, Frankfurt. Details
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 2nd Frankfurt Insurance Research Workshop 2018, 30.11.2018, Frankfurt. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees , 25th Annual Meeting of the German Finance Association, 21.09.2018, Trier. Details
  • Nicole Branger, Antje Mahayni, Cathleen Sende (Vortragende): Optimal Insurance Demand - Low Probability, High Consequnce versus High Probability, Low Consequence, 25th Annual Meeting of the German Finance Association, 21.09.2018, Trier. Details
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, American Risk and Insurance Association Annual Meeting 2018, 07.08.2018, Chicago. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, American Risk and Insurance Association Annual Meeting, 07.08.2018, Chicago. Details
  • Antje Mahayni, Oliver Lubos, Katharina Stein (Vortragende): Natural hedging with fix and floating strike guarantees, 10th World Congress of the Bachelier Finance Society, 18.07.2018, Dublin. Details
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 10th World Congress of the Bachelier Finance Society, 16.07.2018, Dublin. Details
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 10th World Congress of the Bachelier Finance Society, 16.07.2018, Dublin. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees, 21th Annual Conference of the Swiss Society for Financial Market Research, 06.04.2018, Zürich. Details
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, Frankfurt Insurance Research Workshop 2017, 07.12.2017, Goethe-University Frankfurt. Details
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, Frankfurt Insurance Research Workshop 2017, 07.12.2017, Goethe-University Frankfurt. Details
  • Antje Mahayni, Oliver Lubos (Vortragender), Katharina Stein: Natural hedging with fix and floating strike guarantees , 1st Frankfurt Insurance Research Workshop, 07.12.2017, Frankfurt. Details
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 24th Annual Meeting of the German Finance Association, 06.10.2017, Ulm. Details
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 24th Annual Meeting of the German Finance Association, 06.10.2017, Ulm. Details
  • Antje Mahayni, Oliver Lubos, Sascha Offermann (Vortragender): Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees, 20th Annual Conference of the Swiss Society for Financial Market Research, 31.03.2017, Zürich. Details
  • Nicole Branger, Antje Mahayni, Nikolaus Schweizer, Cathleen Sende (Vortragende): Optimal Saving and Insurance under Generalized Mean-Variance Preferences, 20th Annual Conference of the Swiss Society for Financial Market Research, 31.03.2017, Zürich. Details
  • Kiesel R., Mahayni A.: Optimality and robustness of "rule-based" trigger strategies, Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, 01.01.2017, Brussels. Details
  • Mahayni, A.; Muck, M.: The Benefit of Life Insurance Contracts with Capped Index Participation, Conference of the Swiss Society for Financial Market Research, 08.04.2016, Zürich. Details
  • Branger, N.; Mahayni, A.; Zieling, D.: Robustness of stable volatility strategies, 21th Annual Meeting of the German Finance Association, 01.01.2015, Leipzig. Details
  • Kiesel, R.; Mahayni, A. : Optimality and robustness of "rule-based" trigger strategies under transaction costs, Conference of the Swiss Society for Financial Market Research, 01.01.2015, Zürich. Details
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, Conference of the Swiss Society for Financial Market Research, 01.01.2014, Zürich. Details
  • Kiesel, R.; Mahayni, A.: Optimality and robustness of "rule-based" trigger strategies under transaction costs, 8th World Congress of the Bachelier Finance Society, 01.01.2014, Brussels. Details
  • Mahayni, A., Schneider, J.C.: Minimum Return Guarantees - Information Asymmetries and Optimal Product Design, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich. Details
  • S. Balder, R. Feldman, A. Mahayni: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice, Conference of the Swiss Society for Financial Market Research, 01.01.2013, Zürich. Details
  • D. Zieling, A. Mahayni, S. Balder: Performance evaluation of optimized portfolio insurance strategies, 20th Annual Meeting of the German Finance Association, 01.01.2013, Wuppertal. Details
  • Sven Balder, Antje Mahayni, John G. M. Schoenmakers: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps, Conference of the Swiss Society for Financial Market Research, 01.01.2012, Zürich. Details
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, 14th Conference of the Swiss Society for Financial Market Research, 01.01.2011, Zurich. Details
  • Mahayni, A., Schneider, J.C.: Variable Annuities and the Option to seek Risk: Why should you diversify?, 14th Conference of the Swiss Society for Financial Market Research, 01.01.2011, Zurich. Details
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, Deutsche Gesellschaft für Finanzwirtschaft, 01.01.2011, . Details
  • Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?, Symposium on Finance, Banking and Insurance, 01.01.2011, Karlsruhe. Details
  • Branger, N., Mahayni, A., Schneider, J.C.: On the Optimal Design of Insurance Contracts with Guarantees, Campus for Finance, 01.01.2010, Vallendar. Details
  • Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem, Workshop on Advanced Mathematical Methods in Finance, 01.01.2010, Berlin. Details
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, Campus for Finance , 01.01.2009, Vallendar. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 12th Conference of the Swiss Society for Financial Market Research, 01.01.2009, Geneva. Details
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, 12th Conference of the Swiss Society of Financial Research , 01.01.2009, Geneva. Details
  • Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies, AFIR/Life Colloqium, 01.01.2009, München. Details
  • Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk, Cologne Workshop on Actuarial Mathematics, 01.01.2008, Köln. Details
  • An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Him Workshop on Finance, Stochastics and Insurance, 01.01.2008, Bonn. Details
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragende): Effectiveness of CPPI Strategies under Discrete-Time Trading, Frankfurt MathFinance Conference, 01.01.2008, Frankfurt. Details
  • An Chen, Antje Mahayni (Vortragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Conference of the Swiss Society for Financial Market Research , 01.01.2008, Zürich. Details
  • An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk, Fifth World Congress Bachelier Finance Society, 01.01.2008, London. Details
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2008, Münster. Details
  • N. Branger (Vortragende), H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2008, Münster. Details
  • N. Branger, H. Kraft, A. Mahayni (Votragende), C. Schlag: Reconciling Smiles for Index and Stock Options , International Conference on Price, Liquidity, and Credit Risk, 01.01.2008, Konstanz. Details
  • Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe. Details
  • Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies, 11th Symposium on Finance, Banking and Insurance, 01.01.2008, Karlsruhe. Details
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, Campus for Finance, 01.01.2007, Vallendar. Details
  • An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk, 5th Actuarial and Financial Mathematics Day, 01.01.2007, Brüssel. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments, Verein für Socialpolitik Jahrestagung, 01.01.2007, München. Details
  • Sven Balder, Michael Brandl, Antje Mahayni (Vortragender): Effectiveness of CPPI Strategies under Discrete-Time Trading, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2007, Dresden. Details
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, International AFIR Colloqium, 01.01.2007, Stockholm, Schweden. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments, Conference of the Swiss Society for Financial Market Research, 01.01.2007, Zürich. Details
  • An Chen (Vortragende), Antje Mahayni: Hedging Endowment Assurance Products under Interest Rate and Mortality Risk, Actuarial and Financial Mathematics Day, 01.01.2007, Brüssel. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging with Additional Instruments, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2006, Oestrich Winkel. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe. Details
  • Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe. Details
  • Antje Mahayni, Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo Zertifikaten, 10th Symposium on Finance, Banking and Insurance, 01.01.2005, Karlsruhe. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2005, Augsburg. Details
  • Antje Mahayni (Vortragende), Klaus Sandmann: Return Guarantees with Delayed Payment, Verein für Sozialpolitik Jahrestagung, 01.01.2005, Bonn. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Campus for Finance , 01.01.2005, Vallendar. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Rubust Hedging Strategies, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2004, Tübingen. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Rubust Hedging Strategies, European Finance Association, 01.01.2004, Maastricht. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Third World Congress Bachelier Finance Society, 01.01.2004, Chicago. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, European Financial Management Association, 01.01.2004, Basel. Details
  • Nicole Branger (Vortragende), Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies, Financial Management Association European Meeting, 01.01.2004, Zürich. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Minimum Return Guarantees, Quantitative Methods in Finance, 01.01.2003, Sydney. Details
  • Antje Mahayni (Vortragende), Erik Schlögl: The Riskmanagement of Minimum Return Guarantees, Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung, 01.01.2003, Mainz. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Riskmanagement of Minimum Return Guarantees, 11th Australian Colloqium of Superannuation Researchers, 01.01.2003, Sydney. Details
  • Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging - An Implementation of Robust Hedging Strategies, 29th AFFI International Conference, 01.01.2003, Lyon. Details
  • Antje Mahayni, Erik Schlögl (Vortragender): The Risk Management of Power Options Embedded in Life-Insurance Contracts, 29th AFFI International Conference, 01.01.2003, Lyon. Details
  • Antje Mahayni (Vortragende), Erik Schlögl: The Risk Management of Power Options Embedded in Life-Insurance Contracts, International Symposium on Finance and Insurance, 01.01.2003, Bergen. Details
  • Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions, European Finance Association, 01.01.2002, Berlin. Details
  • Antje Mahayni (Vortragende): Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions, Deutsche Gesellschaft für Finanzwissenschaft Jahrestagung, 01.01.2002, Köln. Details